600115 东方航空 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥56.2万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -43.81%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 43 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-07-02 |
2015-07-06 |
10.413523119999999 |
9.87012 |
¥-4.9万 |
-5.25% |
跌破0.618止损 |
| 2 |
2015-07-21 |
2015-08-24 |
10.403510117 |
8.941049999999999 |
¥-13.1万 |
-14.08% |
跌破0.618止损 |
| 3 |
2015-11-25 |
2015-11-30 |
7.7901163339999995 |
7.17282 |
¥-6.5万 |
-7.95% |
跌破0.618止损 |
| 4 |
2015-12-23 |
2015-12-25 |
8.000389397 |
7.662330000000001 |
¥-3.2万 |
-4.25% |
跌破0.618止损 |
| 5 |
2016-04-22 |
2016-08-12 |
6.451935 |
6.72327 |
¥2.9万 |
+4.17% |
跌破0.618止损 |
| 6 |
2016-10-21 |
2016-10-27 |
6.708712009999999 |
6.42357 |
¥-3.2万 |
-4.28% |
跌破0.618止损 |
| 7 |
2016-11-15 |
2016-12-15 |
6.598568976999999 |
6.223770000000001 |
¥-4.1万 |
-5.71% |
跌破0.618止损 |
| 8 |
2017-01-12 |
2017-03-31 |
7.0791931209999985 |
6.95304 |
¥-1.2万 |
-1.81% |
跌破0.618止损 |
| 9 |
2017-11-28 |
2017-12-27 |
7.239401168999999 |
8.20179 |
¥8.8万 |
+13.26% |
重回前高 |
| 10 |
2018-01-24 |
2018-02-12 |
7.990376393999999 |
7.462530000000001 |
¥-5.0万 |
-6.63% |
跌破0.618止损 |
| 11 |
2018-02-23 |
2018-03-02 |
8.012403 |
7.6423499999999995 |
¥-3.3万 |
-4.65% |
跌破0.618止损 |
| 12 |
2018-05-04 |
2018-06-07 |
7.519765252999999 |
8.01198 |
¥4.3万 |
+6.51% |
重回前高 |
| 13 |
2018-11-09 |
2018-12-24 |
5.296878586999999 |
4.91508 |
¥-5.2万 |
-7.24% |
跌破0.618止损 |
| 14 |
2019-02-18 |
2019-03-19 |
5.10663153 |
6.54345 |
¥18.6万 |
+28.10% |
重回前高 |
| 15 |
2019-04-26 |
2019-05-07 |
6.728738016 |
6.24375 |
¥-6.1万 |
-7.24% |
跌破0.618止损 |
| 16 |
2020-01-17 |
2020-01-22 |
5.587255674 |
5.16483 |
¥-6.0万 |
-7.59% |
跌破0.618止损 |
| 17 |
2020-06-12 |
2020-06-16 |
4.255526274999999 |
4.26 |
¥532 |
+0.08% |
跌破0.618止损 |
| 18 |
2020-07-06 |
2020-07-07 |
4.445773332000001 |
4.78521 |
¥5.5万 |
+7.60% |
重回前高 |
| 19 |
2020-07-17 |
2020-07-29 |
4.485825343999999 |
4.36563 |
¥-2.1万 |
-2.71% |
跌破0.618止损 |
| 20 |
2020-08-05 |
2020-09-16 |
4.555916364999999 |
5.31 |
¥12.6万 |
+16.52% |
重回前高 |
| 21 |
2020-09-23 |
2020-10-28 |
5.116644533 |
4.75524 |
¥-6.3万 |
-7.09% |
跌破0.618止损 |
| 22 |
2020-12-02 |
2020-12-10 |
5.126657536 |
4.8551400000000005 |
¥-4.4万 |
-5.32% |
跌破0.618止损 |
| 23 |
2021-02-09 |
2021-03-01 |
4.826267445999999 |
4.73526 |
¥-1.5万 |
-1.92% |
跌破0.618止损 |
| 24 |
2021-03-04 |
2021-03-17 |
4.886345464 |
5.4945 |
¥9.4万 |
+12.41% |
重回前高 |
| 25 |
2021-05-06 |
2021-06-08 |
5.186735553999998 |
5.2347600000000005 |
¥7,660 |
+0.90% |
跌破0.618止损 |
| 26 |
2021-09-02 |
2021-09-17 |
4.786215434 |
4.5854099999999995 |
¥-3.7万 |
-4.22% |
跌破0.618止损 |
| 27 |
2021-09-24 |
2021-11-26 |
4.756176425 |
4.7951999999999995 |
¥6,592 |
+0.79% |
跌破0.618止损 |
| 28 |
2022-02-24 |
2022-03-09 |
5.527177655999999 |
5.1748199999999995 |
¥-5.3万 |
-6.40% |
跌破0.618止损 |
| 29 |
2022-03-21 |
2022-03-24 |
5.50715165 |
5.13486 |
¥-5.3万 |
-6.79% |
跌破0.618止损 |
| 30 |
2022-06-24 |
2022-06-28 |
4.836280448999999 |
5.08491 |
¥3.7万 |
+5.11% |
重回前高 |
| 31 |
2022-07-07 |
2022-08-03 |
5.086605524 |
4.815180000000001 |
¥-4.1万 |
-5.36% |
跌破0.618止损 |
| 32 |
2022-09-14 |
2022-09-19 |
5.076592520999999 |
4.995 |
¥-1.2万 |
-1.64% |
跌破0.618止损 |
| 33 |
2022-11-17 |
2022-11-23 |
5.086605523999999 |
4.94505 |
¥-2.0万 |
-2.81% |
跌破0.618止损 |
| 34 |
2022-12-29 |
2023-02-06 |
5.4270476259999985 |
5.25474 |
¥-2.2万 |
-3.20% |
跌破0.618止损 |
| 35 |
2023-02-15 |
2023-03-07 |
5.4570866350000005 |
5.46453 |
¥716 |
+0.11% |
跌破0.618止损 |
| 36 |
2023-07-10 |
2023-07-13 |
5.046553512 |
4.80519 |
¥-3.3万 |
-4.81% |
跌破0.618止损 |
| 37 |
2023-11-22 |
2023-11-30 |
4.275552280999999 |
4.13586 |
¥-2.1万 |
-3.30% |
跌破0.618止损 |
| 38 |
2024-04-29 |
2024-05-20 |
3.7448631220000004 |
3.93606 |
¥3.1万 |
+5.07% |
重回前高 |
| 39 |
2024-10-09 |
2024-10-10 |
3.961188 |
3.77622 |
¥-3.0万 |
-4.70% |
跌破0.618止损 |
| 40 |
2024-11-11 |
2025-01-06 |
4.021205999999999 |
3.84615 |
¥-2.7万 |
-4.38% |
跌破0.618止损 |
| 41 |
2025-04-18 |
2025-05-27 |
3.8349801489999997 |
3.996 |
¥2.5万 |
+4.17% |
重回前高 |
| 42 |
2025-07-04 |
2025-07-09 |
3.891167 |
3.8161799999999992 |
¥-1.2万 |
-1.96% |
跌破0.618止损 |
| 43 |
2026-02-25 |
2026-03-04 |
5.7975287369999995 |
5.3346599999999995 |
¥-4.9万 |
-8.01% |
跌破0.618止损 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-02 |
黄金分割买点 |
买入 |
10.4104 |
89800.0 |
¥93.5万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
9.87012 |
89800.0 |
¥88.6万 |
止损触发 |
| 2015-07-21 |
黄金分割买点 |
买入 |
10.40039 |
89200.0 |
¥92.8万 |
|
| 2015-08-24 |
跌破0.618止损 |
卖出 |
8.941049999999999 |
89200.0 |
¥79.7万 |
止损触发 |
| 2015-11-25 |
黄金分割买点 |
买入 |
7.78778 |
104500.0 |
¥81.4万 |
|
| 2015-11-30 |
跌破0.618止损 |
卖出 |
7.17282 |
104500.0 |
¥74.9万 |
止损触发 |
| 2015-12-23 |
黄金分割买点 |
买入 |
7.99799 |
94200.0 |
¥75.4万 |
|
| 2015-12-25 |
跌破0.618止损 |
卖出 |
7.662330000000001 |
94200.0 |
¥72.2万 |
止损触发 |
| 2016-04-22 |
黄金分割买点 |
买入 |
6.45 |
108900.0 |
¥70.3万 |
|
| 2016-08-12 |
跌破0.618止损 |
卖出 |
6.72327 |
108900.0 |
¥73.2万 |
止损触发 |
| 2016-10-21 |
黄金分割买点 |
买入 |
6.7067 |
111300.0 |
¥74.7万 |
|
| 2016-10-27 |
跌破0.618止损 |
卖出 |
6.42357 |
111300.0 |
¥71.5万 |
止损触发 |
| 2016-11-15 |
黄金分割买点 |
买入 |
6.596589999999999 |
109000.0 |
¥71.9万 |
|
| 2016-12-15 |
跌破0.618止损 |
卖出 |
6.223770000000001 |
109000.0 |
¥67.8万 |
止损触发 |
| 2017-01-12 |
黄金分割买点 |
买入 |
7.077069999999999 |
95600.0 |
¥67.7万 |
|
| 2017-03-31 |
跌破0.618止损 |
卖出 |
6.95304 |
95600.0 |
¥66.5万 |
止损触发 |
| 2017-11-28 |
黄金分割买点 |
买入 |
7.237229999999999 |
91700.0 |
¥66.4万 |
|
| 2017-12-27 |
重回前高 |
卖出 |
8.20179 |
91700.0 |
¥75.2万 |
|
| 2018-01-24 |
黄金分割买点 |
买入 |
7.987979999999999 |
94400.0 |
¥75.4万 |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
7.462530000000001 |
94400.0 |
¥70.4万 |
止损触发 |
| 2018-02-23 |
黄金分割买点 |
买入 |
8.01 |
87600.0 |
¥70.2万 |
|
| 2018-03-02 |
跌破0.618止损 |
卖出 |
7.6423499999999995 |
87600.0 |
¥66.9万 |
止损触发 |
| 2018-05-04 |
黄金分割买点 |
买入 |
7.517509999999999 |
88800.0 |
¥66.8万 |
|
| 2018-06-07 |
重回前高 |
卖出 |
8.01198 |
88800.0 |
¥71.1万 |
|
| 2018-11-09 |
黄金分割买点 |
买入 |
5.29529 |
134400.0 |
¥71.2万 |
|
| 2018-12-24 |
跌破0.618止损 |
卖出 |
4.91508 |
134400.0 |
¥66.0万 |
止损触发 |
| 2019-02-18 |
黄金分割买点 |
买入 |
5.105099999999999 |
129900.0 |
¥66.3万 |
|
| 2019-03-19 |
重回前高 |
卖出 |
6.54345 |
129900.0 |
¥85.0万 |
|
| 2019-04-26 |
黄金分割买点 |
买入 |
6.726719999999999 |
124700.0 |
¥83.9万 |
|
| 2019-05-07 |
跌破0.618止损 |
卖出 |
6.24375 |
124700.0 |
¥77.8万 |
止损触发 |
| 2020-01-17 |
黄金分割买点 |
买入 |
5.585579999999999 |
141400.0 |
¥79.0万 |
|
| 2020-01-22 |
跌破0.618止损 |
卖出 |
5.16483 |
141400.0 |
¥73.0万 |
止损触发 |
| 2020-06-12 |
黄金分割买点 |
买入 |
4.25425 |
166600.0 |
¥70.9万 |
|
| 2020-06-16 |
跌破0.618止损 |
卖出 |
4.26 |
166600.0 |
¥71.0万 |
止损触发 |
| 2020-07-06 |
黄金分割买点 |
买入 |
4.44444 |
164100.0 |
¥73.0万 |
|
| 2020-07-07 |
重回前高 |
卖出 |
4.78521 |
164100.0 |
¥78.5万 |
|
| 2020-07-17 |
黄金分割买点 |
买入 |
4.48448 |
175000.0 |
¥78.5万 |
|
| 2020-07-29 |
跌破0.618止损 |
卖出 |
4.36563 |
175000.0 |
¥76.4万 |
止损触发 |
| 2020-08-05 |
黄金分割买点 |
买入 |
4.554549999999999 |
167200.0 |
¥76.2万 |
|
| 2020-09-16 |
重回前高 |
卖出 |
5.31 |
167200.0 |
¥88.8万 |
|
| 2020-09-23 |
黄金分割买点 |
买入 |
5.11511 |
174100.0 |
¥89.1万 |
|
| 2020-10-28 |
跌破0.618止损 |
卖出 |
4.75524 |
174100.0 |
¥82.8万 |
止损触发 |
| 2020-12-02 |
黄金分割买点 |
买入 |
5.12512 |
160800.0 |
¥82.4万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
4.8551400000000005 |
160800.0 |
¥78.0万 |
止损触发 |
| 2021-02-09 |
黄金分割买点 |
买入 |
4.82482 |
161100.0 |
¥77.8万 |
|
| 2021-03-01 |
跌破0.618止损 |
卖出 |
4.73526 |
161100.0 |
¥76.3万 |
止损触发 |
| 2021-03-04 |
黄金分割买点 |
买入 |
4.884879999999999 |
155800.0 |
¥76.1万 |
|
| 2021-03-17 |
重回前高 |
卖出 |
5.4945 |
155800.0 |
¥85.6万 |
|
| 2021-05-06 |
黄金分割买点 |
买入 |
5.185179999999999 |
164900.0 |
¥85.5万 |
|
| 2021-06-08 |
跌破0.618止损 |
卖出 |
5.2347600000000005 |
164900.0 |
¥86.3万 |
止损触发 |
| 2021-09-02 |
黄金分割买点 |
买入 |
4.78478 |
182000.0 |
¥87.1万 |
|
| 2021-09-17 |
跌破0.618止损 |
卖出 |
4.5854099999999995 |
182000.0 |
¥83.4万 |
止损触发 |
| 2021-09-24 |
黄金分割买点 |
买入 |
4.75475 |
175400.0 |
¥83.4万 |
|
| 2021-11-26 |
跌破0.618止损 |
卖出 |
4.7951999999999995 |
175400.0 |
¥84.1万 |
止损触发 |
| 2022-02-24 |
黄金分割买点 |
买入 |
5.525519999999999 |
151000.0 |
¥83.5万 |
|
| 2022-03-09 |
跌破0.618止损 |
卖出 |
5.1748199999999995 |
151000.0 |
¥78.1万 |
止损触发 |
| 2022-03-21 |
黄金分割买点 |
买入 |
5.5055 |
140900.0 |
¥77.6万 |
|
| 2022-03-24 |
跌破0.618止损 |
卖出 |
5.13486 |
140900.0 |
¥72.3万 |
止损触发 |
| 2022-06-24 |
黄金分割买点 |
买入 |
4.834829999999999 |
151600.0 |
¥73.3万 |
|
| 2022-06-28 |
重回前高 |
卖出 |
5.08491 |
151600.0 |
¥77.1万 |
|
| 2022-07-07 |
黄金分割买点 |
买入 |
5.08508 |
151500.0 |
¥77.1万 |
|
| 2022-08-03 |
跌破0.618止损 |
卖出 |
4.815180000000001 |
151500.0 |
¥72.9万 |
止损触发 |
| 2022-09-14 |
黄金分割买点 |
买入 |
5.075069999999999 |
142300.0 |
¥72.2万 |
|
| 2022-09-19 |
跌破0.618止损 |
卖出 |
4.995 |
142300.0 |
¥71.1万 |
止损触发 |
| 2022-11-17 |
黄金分割买点 |
买入 |
5.08508 |
140300.0 |
¥71.4万 |
|
| 2022-11-23 |
跌破0.618止损 |
卖出 |
4.94505 |
140300.0 |
¥69.4万 |
止损触发 |
| 2022-12-29 |
黄金分割买点 |
买入 |
5.425419999999999 |
127800.0 |
¥69.4万 |
|
| 2023-02-06 |
跌破0.618止损 |
卖出 |
5.25474 |
127800.0 |
¥67.1万 |
止损触发 |
| 2023-02-15 |
黄金分割买点 |
买入 |
5.45545 |
123300.0 |
¥67.3万 |
|
| 2023-03-07 |
跌破0.618止损 |
卖出 |
5.46453 |
123300.0 |
¥67.4万 |
止损触发 |
| 2023-07-10 |
黄金分割买点 |
买入 |
5.045039999999999 |
134200.0 |
¥67.7万 |
|
| 2023-07-13 |
跌破0.618止损 |
卖出 |
4.80519 |
134200.0 |
¥64.5万 |
止损触发 |
| 2023-11-22 |
黄金分割买点 |
买入 |
4.274269999999999 |
149800.0 |
¥64.0万 |
|
| 2023-11-30 |
跌破0.618止损 |
卖出 |
4.13586 |
149800.0 |
¥61.9万 |
止损触发 |
| 2024-04-29 |
黄金分割买点 |
买入 |
3.74374 |
164500.0 |
¥61.6万 |
|
| 2024-05-20 |
重回前高 |
卖出 |
3.93606 |
164500.0 |
¥64.7万 |
|
| 2024-10-09 |
黄金分割买点 |
买入 |
3.96 |
161600.0 |
¥64.0万 |
|
| 2024-10-10 |
跌破0.618止损 |
卖出 |
3.77622 |
161600.0 |
¥61.0万 |
止损触发 |
| 2024-11-11 |
黄金分割买点 |
买入 |
4.02 |
155000.0 |
¥62.3万 |
|
| 2025-01-06 |
跌破0.618止损 |
卖出 |
3.84615 |
155000.0 |
¥59.6万 |
止损触发 |
| 2025-04-18 |
黄金分割买点 |
买入 |
3.83383 |
155600.0 |
¥59.7万 |
|
| 2025-05-27 |
重回前高 |
卖出 |
3.996 |
155600.0 |
¥62.2万 |
|
| 2025-07-04 |
黄金分割买点 |
买入 |
3.89 |
159900.0 |
¥62.2万 |
|
| 2025-07-09 |
跌破0.618止损 |
卖出 |
3.8161799999999992 |
159900.0 |
¥61.0万 |
止损触发 |
| 2026-02-25 |
黄金分割买点 |
买入 |
5.795789999999999 |
104900.0 |
¥60.8万 |
|
| 2026-03-04 |
跌破0.618止损 |
卖出 |
5.3346599999999995 |
104900.0 |
¥55.9万 |
止损触发 |